Compute Choleski factorization of a Matrix in R Programming – chol() Function

chol() function in R Language is used to compute the Choleski factorization of a real symmetric positive-definite square matrix.

Syntax: chol(x, …)

Parameters:
x: an object for which a method exists. The default method applies to real symmetric, positive-definite matrices

Example 1:

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# R program to illustrate
# chol function
  
# Initializing a matrix with 
# 2 rows and 2 columns
x <- matrix(c(8, 1, 1, 4), 2, 2)
  
# Getting the matrix representation
x
  
# Calling the chol() function
y <- chol(x)
  
# Getting the Choleski factorization
# of the spcified matrix
y

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Output:

     [, 1] [, 2]
[1, ]    8    1
[2, ]    1    4

         [, 1]      [, 2]
[1, ] 2.828427 0.3535534
[2, ] 0.000000 1.9685020

Example 2:

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# R program to illustrate
# chol function
  
# Initializing a matrix with 
# 2 rows and 2 columns
x <- matrix(c(1, 2, 3, 4), 2, 2)
  
# Getting the matrix representation
x
  
# Calling the chol() function
y <- chol(x)
  
# Getting the Choleski factorization
# of the spcified matrix
y

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Output:

     [, 1] [, 2]
[1, ]    1    3
[2, ]    2    4

Error in chol.default(x) : 
  the leading minor of order 2 is not positive definite
Calls: chol -> chol.default
Execution halted
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